Part 1
Loki and Gohan meet as kids\teenagers during the interlude to the Cell games. Loki was travelling though realms and dimensions, and came to the Dragonball universe. During her travels, Loki was kidnapped or attacked. Gohan helps her, and they escape together.
Alternatively, Loki was kidnapped and brought to the Dragonball universe, and her magic is restrained by her captures. She breaks out and runs into Gohan, who helps her.
In either case, Gohan gets Loki's interest, and they develop a brief friendship. Gohan also helps Loki get the magic binds off of her. Before leaving, Loki uses a spell to keeps an eye on Gohan so she can repay him later. Asgard may or may not have realized that Loki was in trouble.
Years later, Gohan is divorced from Videl and his life is a mess, as done in the Split series. Loki approaches Gohan with the intention of repaying him for helping her in the past. Loki asks Gohan to play a game with her to help him, and she gives him a week to decide whether he wants to participate or not. (Loki also will not blackmail or try to seduce Gohan; it's been done enough with Dragonball characters.) During the week, Pan yells at Gohan, as done in the Split series, which makes him feel sad. Ghoan feels like he is going through motions that week, and is stuck in a situation that he doesn't know how to end. At the end of the week, Gohan chooses to play Loki's game.